-76.8%
PATH vs VALE
+46.5%
-123.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.7% |
| 7D | -5.6% | +2.4% | -8.0% | -6.1% |
| 30D | -0.7% | -18.7% | +18.0% | +3.8% |
| 3M | -5.9% | -21.2% | +15.3% | -1.1% |
| 6M | +21.6% | -26.1% | +47.7% | +29.1% |
| YTD | -20.6% | -9.6% | -11.0% | -21.6% |
| 1Y | -10.6% | +0.7% | -11.3% | -14.5% |
| 3Y | -24.9% | +3.3% | -28.2% | -29.9% |
| 5Y | -76.8% | +49.4% | -126.2% | -78.6% |
| All | -76.8% | +46.5% | -123.3% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling